User Confugured Continuous Contracts based on Volume

[Rocket130713]

We need to construct our own continuous contracts in e-signal with the rollover rules based on Volume. For example, when daily volume for June contract exceeds Volume for March contract for "x" consecutive days, the charts would then roll from march to june.

This feature is available in TradeStation, so its a very popular feature. We have moved from TradeStation to E-signal as E-signal offers many more markets and is a better platform.

The user-defined "volume-based rollover rules" continuous contracts feature would work very well on the eurodollar, grains and softs markets, where the volume does *not* shift on a particular day of the month.

Please let us know if this is possible? And if so, when could this feature be implemented.

Also, is this the best place to make a suggestion? or can i ring some one instead?

Regards

Rod

[eSignal_AveryH]

Rod,

Sorry for the delay in responding to your post. The feature you want is not currently available in the eSignal application, however, Workstation does support the continuous contract roll based on volume.

More information regarding Workstation can be found by clicking here.


AveryH
eSignal Support

[DL7]

Realizing that this thread was last seen over 3 years ago, are there any plans to implement a volume based rollover system?

Perhaps it's already in "11" and I just haven't found it yet.

Thanks!

[eostrom]

We roll some of our symbols already according to volume. There are some long term talks about rollovers that may change things, but it's too early for any specifcs right now.